public BondSpreadWcfService(BondSpreadService bondSpreadService, BondSpreadServiceModel serviceModel, BondSpreadCalculator serviceCalculator, InterestCurves curves)
{
Log.Info("BondSpreadWcfService initialized!");
this.bondSpreadService = bondSpreadService;
this.serviceModel = serviceModel;
this.serviceCalculator = serviceCalculator;
this.curves = curves;
}
public FutureBuilder(BondSpreadServiceModel bondSpreadServiceModel)
{
//bondSpreadServiceModel = new BondSpreadServiceModel();
this.bondSpreadServiceModel = bondSpreadServiceModel;
// default some settings
rollControl = RollControl.FirstNotice;
calendar = "USNY";
futureContractHeaders = new[] {"TU", "FV", "TY", "US", "WN"};
}
public BondSpreadCalculator(BondSpreadServiceModel bondSpreadServiceModel, CurveBuilder curveBuilder,
FutureBuilder futureBuilder, FutureEnrichment futureEnricher, ForwardBuilder forwardBuilder,
InterestCurves curves)
{
this.bondSpreadServiceModel = bondSpreadServiceModel;
this.curveBuilder = curveBuilder;
this.futureBuilder = futureBuilder;
this.futureEnricher = futureEnricher;
this.forwardBuilder = forwardBuilder;
this.curves = curves;
carbonFieldMap = CarbonModel.GetEnumToFieldMapping(new[] { "bid", "ask", "primAct1", "secAct1" });
dataObserver = new DataObserver(bondPriceCache, carbonFieldMap, FutureCache);
dataObserver.Subscribe(dataObserveSubject);
}
public BondSpreadWorkItem(BondSpreadServiceModel bondSpreadServiceModel)
{
_bondSpreadServiceModel = bondSpreadServiceModel;
}
public FutureEnrichment(FutureBuilder _futureBuilder, BondSpreadServiceModel bondServiceModel)
{
this._futureBuilder = _futureBuilder;
this.bondServiceModel = bondServiceModel;
}